Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47640.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46242.58 Kr¶

PnL: ---------------------------------------> -645.99 Kr¶

DD now: ---------------------------------> -2.034 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 14:52:28.692013'

Anic Portfolio¶

Today¶

Return: 0.239 %¶

This Week¶

Return: 0.239 %¶

Total¶

Return: 55.963 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.150000 781.200000 108.200000 16.080000 673.000000
HEBA B 70 -2.990000 2726.500000 90.500000 3.430000 2636.000010
Nordea Bank Abp 29 0.730000 3540.320000 86.320000 2.500000 3453.999992
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.120000 3416.000000 39.000000 1.150000 3377.000000
Resurs Holding 22 -1.010000 603.900000 29.900000 5.210000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -6.020000 383.800000 28.800000 8.110000 355.000000
AcadeMedia 12 1.080000 585.600000 28.600000 5.130000 557.000004
Swedbank A 3 0.480000 592.200000 28.200000 5.000000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.320000 507.200000 16.200000 3.300000 491.000000
Intrum 4 -1.020000 542.400000 15.400000 2.920000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.630000 578.400000 8.400000 1.470000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Corem Property Group B 59 -5.190000 581.740000 4.740000 0.820000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Fasadgruppen Group 35 3.230000 3808.000000 -3.000000 -0.080000 3810.999990
Midsona B 63 0.330000 569.520000 -13.480000 -2.310000 582.999984
Boozt 12 -2.160000 1634.400000 -19.600000 -1.190000 1653.999996
CTEK 13 -0.260000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 1.830000 544.200000 -29.800000 -5.190000 574.000000
International Petroleum Corp. 5 -3.050000 556.500000 -38.070000 -6.400000 594.565215
Sampo Oyj SDB 7 0.830000 3811.500000 -38.500000 -1.000000 3850.000000
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Vivesto 1368 -1.190000 547.470000 -65.530000 -10.690000 612.999432
Beijer Electronics Group 26 4.110000 2896.400000 -74.600000 -2.510000 2971.000006
OX2 18 0.930000 1458.900000 -205.100000 -12.330000 1663.999992
Axfood 13 1.840000 3530.800000 -225.200000 -6.000000 3756.000001
Ovzon 52 -1.310000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46242.580000 -645.990000 -2.03432% 46888.564618

Updated:¶

'2023-01-30 14:52:42.296487'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶